+254.8%
SPOT vs EOG
+92.0%
+162.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.6% |
| 7D | -2.9% | -2.0% | -0.8% | -2.6% |
| 30D | +8.3% | +7.9% | +0.4% | +7.0% |
| 3M | +5.1% | +4.5% | +0.6% | +4.2% |
| 6M | -6.5% | +12.3% | -18.8% | -8.5% |
| YTD | -9.0% | +41.9% | -50.8% | -14.3% |
| 1Y | -26.4% | +27.8% | -54.2% | -29.6% |
| 3Y | +240.0% | +21.8% | +218.2% | +223.6% |
| 5Y | +111.7% | +174.0% | -62.3% | +73.3% |
| All | +254.8% | +92.0% | +162.7% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EOG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling